For production code requiring a large compatibility with client browsers I still suggest Ivan Nevostruev's answer with shim to ensure Object.keys in older browsers. However, it's possible to get the exact functionality requested using ECMA's new defineProperty feature.
As of ECMAScript 5 - Object.defineProperty
As of ECMA5 you can use Object.defineProperty() to define non-enumerable properties. The current compatibility still has much to be desired, but this should eventually become usable in all browsers. (Specifically note the current incompatibility with IE8!)
Object.defineProperty(Object.prototype, 'keys', {
  value: function keys() {
    var keys = [];
    for(var i in this) if (this.hasOwnProperty(i)) {
      keys.push(i);
    }
    return keys;
  },
  enumerable: false
});
var o = {
    'a': 1,
    'b': 2
}
for (var k in o) {
    console.log(k, o[k])
}
console.log(o.keys())
# OUTPUT
# > a 1
# > b 2
# > ["a", "b"]
However, since ECMA5 already added Object.keys you might as well use:
Object.defineProperty(Object.prototype, 'keys', {
  value: function keys() {
    return Object.keys(this);
  },
  enumerable: false
});
Original answer
Object.prototype.keys = function ()
{
  var keys = [];
  for(var i in this) if (this.hasOwnProperty(i))
  {
    keys.push(i);
  }
  return keys;
}
Edit: Since this answer has been around for a while I'll leave the above untouched. Anyone reading this should also read Ivan Nevostruev's answer below.
There's no way of making prototype functions non-enumerable which leads to them always turning up in for-in loops that don't use hasOwnProperty. I still think this answer would be ideal if extending the prototype of Object wasn't so messy.